Trading Metrics calculated at close of trading on 26-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
131.26 |
133.16 |
1.90 |
1.4% |
130.09 |
High |
132.87 |
133.40 |
0.53 |
0.4% |
131.95 |
Low |
130.75 |
131.36 |
0.61 |
0.5% |
128.90 |
Close |
132.56 |
131.88 |
-0.68 |
-0.5% |
131.54 |
Range |
2.12 |
2.04 |
-0.08 |
-3.8% |
3.05 |
ATR |
1.56 |
1.59 |
0.03 |
2.2% |
0.00 |
Volume |
198,424,609 |
184,585,609 |
-13,839,000 |
-7.0% |
559,426,906 |
|
Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.33 |
137.15 |
133.00 |
|
R3 |
136.29 |
135.11 |
132.44 |
|
R2 |
134.25 |
134.25 |
132.25 |
|
R1 |
133.07 |
133.07 |
132.07 |
132.64 |
PP |
132.21 |
132.21 |
132.21 |
132.00 |
S1 |
131.03 |
131.03 |
131.69 |
130.60 |
S2 |
130.17 |
130.17 |
131.51 |
|
S3 |
128.13 |
128.99 |
131.32 |
|
S4 |
126.09 |
126.95 |
130.76 |
|
|
Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139.95 |
138.79 |
133.22 |
|
R3 |
136.90 |
135.74 |
132.38 |
|
R2 |
133.85 |
133.85 |
132.10 |
|
R1 |
132.69 |
132.69 |
131.82 |
133.27 |
PP |
130.80 |
130.80 |
130.80 |
131.09 |
S1 |
129.64 |
129.64 |
131.26 |
130.22 |
S2 |
127.75 |
127.75 |
130.98 |
|
S3 |
124.70 |
126.59 |
130.70 |
|
S4 |
121.65 |
123.54 |
129.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.40 |
130.60 |
2.80 |
2.1% |
1.47 |
1.1% |
46% |
True |
False |
150,651,031 |
10 |
133.40 |
127.72 |
5.68 |
4.3% |
1.38 |
1.0% |
73% |
True |
False |
147,294,892 |
20 |
133.40 |
124.73 |
8.67 |
6.6% |
1.25 |
0.9% |
82% |
True |
False |
138,929,295 |
40 |
133.40 |
119.61 |
13.79 |
10.5% |
1.61 |
1.2% |
89% |
True |
False |
170,141,885 |
60 |
133.40 |
116.20 |
17.20 |
13.0% |
1.77 |
1.3% |
91% |
True |
False |
191,892,210 |
80 |
133.40 |
107.43 |
25.97 |
19.7% |
1.97 |
1.5% |
94% |
True |
False |
212,491,907 |
100 |
133.40 |
107.43 |
25.97 |
19.7% |
2.14 |
1.6% |
94% |
True |
False |
229,288,217 |
120 |
133.40 |
107.43 |
25.97 |
19.7% |
2.43 |
1.8% |
94% |
True |
False |
253,609,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
142.07 |
2.618 |
138.74 |
1.618 |
136.70 |
1.000 |
135.44 |
0.618 |
134.66 |
HIGH |
133.40 |
0.618 |
132.62 |
0.500 |
132.38 |
0.382 |
132.14 |
LOW |
131.36 |
0.618 |
130.10 |
1.000 |
129.32 |
1.618 |
128.06 |
2.618 |
126.02 |
4.250 |
122.69 |
|
|
Fisher Pivots for day following 26-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
132.38 |
132.00 |
PP |
132.21 |
131.96 |
S1 |
132.05 |
131.92 |
|